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Day of the Week Effect of Stock Returns: Empirical Evidence from Colombo Stock Exchange

<p>Many empirical studies have been carried out both in the developed and developing economies to test the presence of anomalies in stock returns and volatility. The most commonly tested seasonal anomalies are day of the week effect, month of the year effect, holiday effect, Monday effect and Friday...

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Bibliográfalaš dieđut
Váldodahkkit: SC Thushara, Prabath Perera
Materiálatiipa: Artigo
Giella:Inglês
Almmustuhtton: Faculty of Commerce & Manangement Studies, University of Kelaniya 2014-01-01
Ráidu:Kelaniya Journal of Management
Fáttát:
Liŋkkat:https://kjm.sljol.info/articles/6451
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